+215.4%
IONQ vs ULTA
+129.5%
+85.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.2% |
| 7D | +15.3% | -0.2% | +15.5% | +15.6% |
| 30D | -6.1% | +16.1% | -22.2% | -14.1% |
| 3M | -21.6% | +21.7% | -43.3% | -30.7% |
| 6M | -40.1% | +28.7% | -68.9% | -49.1% |
| YTD | -24.1% | +8.9% | -33.0% | -29.3% |
| 1Y | -37.4% | +26.1% | -63.5% | -47.5% |
| 3Y | +219.5% | +69.1% | +150.4% | +111.2% |
| 5Y | +76.9% | +66.6% | +10.3% | +11.4% |
| All | +215.4% | +129.5% | +85.9% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling